Forecasting in the Presence of Structural Breaks and Model Uncertainty
Book Details
Format
Hardback or Cased Book
Book Series
Frontiers of Economics and Globalization
ISBN-10
044452942X
ISBN-13
9780444529428
Publisher
Emerald Publishing Limited
Imprint
Elsevier Science Ltd
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Feb 29th, 2008
Print length
700 Pages
Weight
1,118 grams
Dimensions
16.10 x 23.90 x 5.80 cms
Product Classification:
Economic forecasting
Ksh 25,550.00
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Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. This book addresses forecasting variables from both Macroeconomics and Finance, and considers various methods of dealing with model instability and model uncertainty when forming forecasts.
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